Exercises in measure theory

Mario Maurelli, Dario Trevisan

Measures

Exercise 1. Let be a nite positive Borel measure. Let A be an open set in Rd . Is the function x (A + x) continuous? semi-countinuous? What for a general Borel set A?

Lp spaces: examples, features, density results, inequality

Exercise 2. Find a function f in every Lp ([0, 1]), 1 p < +, but not in L ([0, 1]). What can be said about the speed of convergence of f Lp to +, as p +? Exercise 3 (b). Dene L log L([0, 1]) = {f : [0, 1] R|f measurable, 0 |f |log + |f |dx < +}. Prove that p>1 Lp ([0, 1]) L log L([0, 1]) L1 ([0, 1]) and that equalities do not hold. Exercise 4. The space p (N) is dened as Lp (N, P(N), #), where # is the counting measure. Show that p (N) q (N) for every 1 p q +. Exercise 5. A step function on Rd is a linear combination of characteristic funtions of cubes in Rd . Show that step funtions are dense in Lp (Rd ), for every p in [1, +[.
Exercise 6. Prove that Cc (Rd ) (the set of C functions with compact support d p d on R ) is dense in L (R ) for every p in [1, +[. 1

Exercise 7 (b, Hardy inequality). Let f be in Lp (]0, +[) for some p in 1 x ]1, +[. Dene F :]0, +[ R as F (x) = x 0 f (t)dt. Show that F
Lp

p f p1

Lp .

Show also that the inequality is sharp and equality holds only for f = 0 (a.e.). Finally show that, if f is positive and F is in L1 (]0, +[), then f = 0. Hint: use integration-by-parts formula for C functions.

Exercise 8 (Poincar inequality). Let be a C 1 function on Qa = [a, a]d , e which is null on Qa . Prove that
Lp (Qa )

2a min 1/p i=1,...d x p i

Lp (Qa ) .

Hilbert spaces: features, compactness, weak convergence, continuity, representation results

Exercise 9. Let H be a Hilbert space, M H. Dene M := {x X| x, y = 0y M }. Prove the following facts: 1. M is a closed subspace in H; 2. if M N , then N M ; 3. if M is a closed subspace, then H = M M ; 4. if M is a closed subspace, then M = M ; 5. M = span(M ); 6. M = M ; 7. if M is a subspace, then M is dense if and only if M = {0}; 8. given (en )nN orthonormal system, then (en )n is complete if and only if (en ) = {0}. n Exercise 10. Let H be Hilbert space, V , W be two subspaces of H. Prove that: 1. if V , W are closed and orthogonal, then V W is closed; 2. (V + W ) = V W ; 3. (V W ) = V + W . Notice that the direct sum of two closed subspace is not always a closed subspace (counterexample?). Exercise 11. Find an example of a closed set C in a Hilbert space H which has no element of minimal norm. Exercise 12. Given X preBanach (i.e. normed) space, prove that B1 (0) = {x X| x 1} is compact if and only if X is nite-dimensional. Exercise 13. Let H be an innite-dimensional separable Hilbert space, (en )n be a complete orthonormal system (c.o.n.s.); for = ()n sequence of positive numbers, dene the Hilbert cube of size as H = {x H|| x, en | n n}. 2 Prove that H is compact if and only if n n < +.

Exercise 14. Let X, Y Banach spaces. A linear operator T : X Y is a linear function from X to Y . Prove that, for a linear operator T : X Y , the following conditions are equivalent: 1. T is continuous; 2. T x
Y

C x

for all x in X;

3. T is bounded on some bounded ball; 4. T is bounded on every bounded ball. In this case we say also that T is bounded; we dene T = sup x =1 T x , i.e. the least constant C such that point 2 is satised. Prove that the set L(X; Y ) of linear bounded operators from X to Y , endowed with the norm above, is a Banach space; prove also that ST S T . In the same spirit, prove that, for a bilinear form a : X Y R, the following are equivalent: 1. a is continuous; 2. |a(x, y)| C x y for all x in X, y in Y .

In this case we dene a = sup x =1, y =1 |a(x, y)|, i.e. the least constant C such that point 2 is satised. Suppose X = Y and a symmetric positive-semidenite (i.e. a(x, x) 0 for every x). Prove that any of the previous conditions is equivalent to require |a(x, x)| C x 2 for all x in X and that, in this case, a = sup x =1 |a(x, x)|. Exercise 15. Let H1 , H2 be Hilbert spaces, a : H1 H2 R be a bilinear continuous form. Prove that there exists a unique linear continuous operator Ta : H1 H2 such that a(u, v) = Ta u, v H2 for all u in H1 , v in H2 , and that it holds T = a . In the case a(u, v) = u, Sv , where S : H2 H2 is a linear continuous operator, T is called the adjoint operator of S and is denoted by S ; it holds S = S . Exercise 16 (b, Lax-Milgram). Let H be a Hilbert space, a a bilinear continuous form; suppose a coercive, i.e. a(u, u) u 2 for all u in H, for some > 0. Prove that there exists a unique linear continuous operator F : H H such that a(F u, v) = u, v . Hint: consider rst the case a symmetric, then try to symmetrize a. Exercise 17. Let H be an innite-dimensional separable Hilbert space, (en )n be a complete orthonormal system. Given v n , n N, v elements in H, we say that (v n )n converges weakly to v (and we write v n v), if, for every in H, v n , v, as n +. We say that (vn )n converges in coordinates to v if, for every k positive integer, v n , ek v, ek as n + (this denition of course depends on the choise of the c.o.n.s.). Prove the following facts: 1. if v n v, then v lim supn v n (it is also true that the vn s are uniformly bounded); 3

2. if (v n )n converges in coordinates to v and the v n s are uniformly bounded, then v n v; the result is not true if the uniform bound does not hold; 3. B1 (0) is weakly sequentially compact, i.e., for every sequence (v n )n in B1 (0), there exists a subsequence (v nm )m which converges weakly to a v in B1 (0). Notice that one can reduce to the case H = 2 , using the usual isomorphism between 2 and any innite-dimensional separable Hilbert space (this isomorphism is not canonical, since it depends on the choise of the c.o.n.s.). Exercise 18 (b). Let X be an innite-dimensional preBanach space. We say that a family (ei )iI of elements in X is a Hamel base for X, if ei span(ej )j=i / for all i. We say that a Hamel base is complete if X = span(ei )I . Prove that 1. there always exists a complete Hamel base; 2. every Hamel base can be extended to a complete Hamel base; 3. if X is an innite-dimensional Banach space, then every complete Hamel base is uncountable. Hint for the third point: use Baires theorem. Notice that, in a separable Hilbert space, the concept of Hamel base is dierent from the one of c.o.n.s.. As a corollary of the previous results, prove that 1. every innite-dimensional preBanach space X admits a linear non-continuous functional dened on all X; 2. every innite-dimensional subspace of the polynomials (on an interval of R) cannot be a Banach space (with any norm on it). Exercise 19 (b). Let X be an innite-dimensional Banach space. We say that a linear functional on X is closed if, for every sequence (xn )n in X such that xn x and (xn ) R, then (x) = (it is a weak version of continuity). Prove a linear functional dened on all X is continuous if and only if is closed. Perhaps this explains why it is dicult to build a linear non-continuous everywheredened functional: almost all the functionals one imagines are closed.